+162.6%
PM vs IONS
-11.8%
+174.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +0.9% |
| 7D | +0.5% | -26.3% | +26.8% | +1.8% |
| 30D | -3.2% | -31.9% | +28.7% | -1.7% |
| 3M | +6.2% | -48.0% | +54.2% | +9.1% |
| 6M | +7.7% | -62.6% | +70.2% | +12.1% |
| YTD | +27.3% | -63.3% | +90.5% | +32.5% |
| 1Y | +32.8% | -58.4% | +91.2% | +37.5% |
| 3Y | +150.0% | -38.2% | +188.2% | +151.7% |
| All | +162.6% | -11.8% | +174.4% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling